+579.4%
FE vs NVS
+961.4%
-382.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | -0.4% | -2.8% | +2.4% | +0.5% |
| 30D | +3.6% | +11.5% | -7.9% | -0.1% |
| 3M | +0.3% | +3.7% | -3.4% | -1.6% |
| 6M | +6.4% | +10.4% | -4.0% | +2.0% |
| YTD | +8.1% | +19.8% | -11.7% | +0.5% |
| 1Y | +4.6% | +26.6% | -22.0% | -4.7% |
| 3Y | +49.1% | +90.1% | -41.0% | +17.2% |
| 5Y | +46.1% | +133.4% | -87.3% | +6.1% |
| 10Y | +122.7% | +251.0% | -128.2% | +41.7% |
| All | +579.4% | +961.4% | -382.0% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling